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LFMD vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LFMD vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeMD, Inc. (LFMD) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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LFMD vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LFMD
LifeMD, Inc.
5.87%-31.11%-40.29%327.32%-49.87%-40.74%988.33%-14.29%-58.82%29.77%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, LFMD achieves a 5.87% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, LFMD has underperformed SPMO with an annualized return of 9.18%, while SPMO has yielded a comparatively higher 17.16% annualized return.


LFMD

1D
0.28%
1M
35.21%
YTD
5.87%
6M
-46.83%
1Y
-33.64%
3Y*
28.53%
5Y*
-26.87%
10Y*
9.18%

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LFMD vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LFMD
LFMD Risk / Return Rank: 3131
Overall Rank
LFMD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LFMD Sortino Ratio Rank: 3333
Sortino Ratio Rank
LFMD Omega Ratio Rank: 3333
Omega Ratio Rank
LFMD Calmar Ratio Rank: 2929
Calmar Ratio Rank
LFMD Martin Ratio Rank: 3232
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LFMD vs. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeMD, Inc. (LFMD) and Invesco S&P 500 Momentum ETF (SPMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LFMDSPMODifference

Sharpe ratio

Return per unit of total volatility

-0.35

0.98

-1.33

Sortino ratio

Return per unit of downside risk

0.12

1.51

-1.38

Omega ratio

Gain probability vs. loss probability

1.02

1.22

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.41

1.79

-2.20

Martin ratio

Return relative to average drawdown

-0.59

6.36

-6.95

LFMD vs. SPMO - Sharpe Ratio Comparison

The current LFMD Sharpe Ratio is -0.35, which is lower than the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LFMD and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LFMDSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

0.98

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.91

-1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.86

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.85

-0.78

Correlation

The correlation between LFMD and SPMO is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LFMD vs. SPMO - Dividend Comparison

LFMD has not paid dividends to shareholders, while SPMO's dividend yield for the trailing twelve months is around 0.91%.


TTM20252024202320222021202020192018201720162015
LFMD
LifeMD, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

LFMD vs. SPMO - Drawdown Comparison

The maximum LFMD drawdown since its inception was -96.24%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for LFMD and SPMO.


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Drawdown Indicators


LFMDSPMODifference

Max Drawdown

Largest peak-to-trough decline

-96.24%

-30.95%

-65.29%

Max Drawdown (1Y)

Largest decline over 1 year

-82.47%

-12.70%

-69.77%

Max Drawdown (5Y)

Largest decline over 5 years

-93.34%

-22.74%

-70.60%

Max Drawdown (10Y)

Largest decline over 10 years

-96.24%

-30.95%

-65.29%

Current Drawdown

Current decline from peak

-88.18%

-9.24%

-78.94%

Average Drawdown

Average peak-to-trough decline

-58.34%

-4.66%

-53.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.75%

3.57%

+53.18%

Volatility

LFMD vs. SPMO - Volatility Comparison

LifeMD, Inc. (LFMD) has a higher volatility of 29.55% compared to Invesco S&P 500 Momentum ETF (SPMO) at 6.82%. This indicates that LFMD's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFMDSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.55%

6.82%

+22.73%

Volatility (6M)

Calculated over the trailing 6-month period

56.29%

12.62%

+43.67%

Volatility (1Y)

Calculated over the trailing 1-year period

97.26%

22.68%

+74.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.55%

19.06%

+72.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.63%

20.08%

+97.55%